I used to do it all the time. I used a large 80W iron, and got on and off it really quick. First, I pre-tinned the cell and conductor, adding extra solder. Then I mashed it together by putting the tinned wire over the cell and holding the iron on the wire until it fused together. I made a couple 12V packs of those old 2000 mAh AA Powerizer cells. One still works fine (!!!), and the other bit it about half a year ago. (Those 2000s had much better longevity, IMHO, than either the 2250 or 2300 mAh successors, and I haven't tried any newer ones.)
I have also rebuilt drill batt packs using ripped-off-tab sub C NiMH cells, with equal success. I stopped doing most of this 'cause it isn't economical now that those DeWalt 18V batteries can be had in 2-packs.
I know I've seen instructions here somewhere. Iirc, it mentioned use of a "hammerhead" soldering tip, high powered iron, and a wooden alignment jig. The idea is to heat up the cans as quickly as possible before much heat soaks into the battery, get melt on either side, and slide the batts together quick (that's where the jig comes in). Speed is of the essence, and the smaller the battery the less likely is success. That's all I remember. I'm scared enough when there's tabs
You can certainly do it for NiMH or NiCad but don't try with Li-Ion as you will melt the built in PTC fuse. For Li-Ion, get the tabbed cells or better yet, buy a complete pack with protection circuit built in.